+150.7%
ETR vs USFD
+165.3%
-14.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | +1.0% | +3.5% | -2.5% | +0.1% |
| 3M | -1.3% | +26.6% | -27.8% | -7.0% |
| 6M | +1.9% | +11.7% | -9.8% | -1.2% |
| YTD | +18.2% | +38.1% | -20.0% | +8.0% |
| 1Y | +24.7% | +33.4% | -8.7% | +14.8% |
| All | +150.7% | +165.3% | -14.7% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling